+66.3%
WULF vs RF
+15.2%
+51.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.7% |
| 7D | +15.6% | -0.1% | +15.7% | +15.7% |
| 30D | +5.7% | -4.0% | +9.8% | +8.2% |
| 3M | -32.3% | +5.6% | -37.9% | -36.1% |
| 6M | +23.7% | +13.1% | +10.6% | +10.0% |
| YTD | +49.1% | +13.6% | +35.5% | +28.9% |
| 1Y | +66.3% | +16.0% | +50.4% | +30.8% |
| All | +66.3% | +15.2% | +51.1% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling